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ABEC.DE vs. ABEA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABEC.DE and ABEA.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

ABEC.DE vs. ABEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (ABEC.DE) and Alphabet Inc Class A (ABEA.DE). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.36%
1.19%
ABEC.DE
ABEA.DE

Key characteristics

Sharpe Ratio

ABEC.DE:

1.31

ABEA.DE:

1.29

Sortino Ratio

ABEC.DE:

1.86

ABEA.DE:

1.84

Omega Ratio

ABEC.DE:

1.26

ABEA.DE:

1.26

Calmar Ratio

ABEC.DE:

1.55

ABEA.DE:

1.54

Martin Ratio

ABEC.DE:

3.85

ABEA.DE:

3.83

Ulcer Index

ABEC.DE:

9.36%

ABEA.DE:

9.35%

Daily Std Dev

ABEC.DE:

27.51%

ABEA.DE:

27.79%

Max Drawdown

ABEC.DE:

-38.74%

ABEA.DE:

-60.31%

Current Drawdown

ABEC.DE:

-5.08%

ABEA.DE:

-5.33%

Fundamentals

Market Cap

ABEC.DE:

€2.02T

ABEA.DE:

€1.96T

EPS

ABEC.DE:

€7.18

ABEA.DE:

€7.18

PE Ratio

ABEC.DE:

23.19

ABEA.DE:

22.91

PEG Ratio

ABEC.DE:

1.09

ABEA.DE:

1.09

Total Revenue (TTM)

ABEC.DE:

€339.86B

ABEA.DE:

€339.86B

Gross Profit (TTM)

ABEC.DE:

€196.59B

ABEA.DE:

€196.59B

EBITDA (TTM)

ABEC.DE:

€124.94B

ABEA.DE:

€124.94B

Returns By Period

The year-to-date returns for both stocks are quite close, with ABEC.DE having a 31.93% return and ABEA.DE slightly lower at 31.40%. Both investments have delivered pretty close results over the past 10 years, with ABEC.DE having a 23.07% annualized return and ABEA.DE not far behind at 22.81%.


ABEC.DE

YTD

31.93%

1M

-0.12%

6M

3.37%

1Y

32.51%

5Y (annualized)

22.42%

10Y (annualized)

23.07%

ABEA.DE

YTD

31.40%

1M

-0.40%

6M

3.19%

1Y

32.59%

5Y (annualized)

22.19%

10Y (annualized)

22.81%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABEC.DE vs. ABEA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.DE) and Alphabet Inc Class A (ABEA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ABEC.DE, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.191.16
The chart of Sortino ratio for ABEC.DE, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.721.69
The chart of Omega ratio for ABEC.DE, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.24
The chart of Calmar ratio for ABEC.DE, currently valued at 1.46, compared to the broader market0.002.004.006.001.461.46
The chart of Martin ratio for ABEC.DE, currently valued at 3.60, compared to the broader market-10.000.0010.0020.0030.003.603.58
ABEC.DE
ABEA.DE

The current ABEC.DE Sharpe Ratio is 1.31, which is comparable to the ABEA.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ABEC.DE and ABEA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.19
1.16
ABEC.DE
ABEA.DE

Dividends

ABEC.DE vs. ABEA.DE - Dividend Comparison

ABEC.DE's dividend yield for the trailing twelve months is around 0.33%, less than ABEA.DE's 0.34% yield.


TTM
ABEC.DE
Alphabet Inc
0.33%
ABEA.DE
Alphabet Inc Class A
0.34%

Drawdowns

ABEC.DE vs. ABEA.DE - Drawdown Comparison

The maximum ABEC.DE drawdown since its inception was -38.74%, smaller than the maximum ABEA.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and ABEA.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.46%
-7.72%
ABEC.DE
ABEA.DE

Volatility

ABEC.DE vs. ABEA.DE - Volatility Comparison

Alphabet Inc (ABEC.DE) and Alphabet Inc Class A (ABEA.DE) have volatilities of 7.92% and 7.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.92%
7.97%
ABEC.DE
ABEA.DE

Financials

ABEC.DE vs. ABEA.DE - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc and Alphabet Inc Class A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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